-50.3%
DOCS vs REGN
+56.7%
-107.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.5% |
| 7D | -1.4% | +4.2% | -5.6% | -2.1% |
| 30D | +21.8% | +7.8% | +14.0% | +20.3% |
| 3M | +27.3% | +31.8% | -4.5% | +21.7% |
| 6M | -0.3% | +5.4% | -5.7% | -1.5% |
| YTD | -40.5% | +7.7% | -48.1% | -41.5% |
| 1Y | -61.5% | +46.7% | -108.2% | -64.7% |
| 3Y | +8.2% | +0.5% | +7.7% | +8.5% |
| 5Y | -73.4% | +22.9% | -96.4% | -79.1% |
| All | -50.3% | +56.7% | -107.0% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded REGN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling